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Record W3125762866

Multinomial Probit Estimation Without Nuisance Parameters

2003· article· ca· W3125762866 on OpenAlex
Jon A. Breslaw

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueSSRN Electronic Journal · 2003
Typearticle
Languageca
FieldEconomics, Econometrics and Finance
TopicSpatial and Panel Data Analysis
Canadian institutionsConcordia University
Fundersnot available
KeywordsMultinomial probitCovarianceMathematicsStatisticsEconometricsMonte Carlo methodMultinomial distributionRank (graph theory)Law of total covarianceProbitCovariance matrixProbit modelEstimation of covariance matricesCovariance intersection
DOInot available

Abstract

fetched live from OpenAlex

A feasible multinomial estimation procedure is derived, which does not require parameterization of the elements in the covariance matrix. The estimation is carried out using a simulated expectation-maximization algorithm, where the covariance structure is evaluated based on a set of score functions, while the structural coefficients are derived using standard multinomial probit (MNP) conditional on the given covariance structure. This methodology is demonstrated using a Monte Carlo simulation on both rank-ordered and non-ranked data, and on a real data set involving the choice of local residential telephone service. For limited finite samples, the procedure is shown to be superior to conventional MNP since it is faster, involves fewer parameters, and generates estimates with smaller variances. Copyright Royal Economic Society, 2002

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.326
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.002
Insufficient payload (model declined to judge)0.0000.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.019
GPT teacher head0.224
Teacher spread0.205 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it